Fatigue is the most common and disabling symptom of patients receiving chemotherapy (CTX). Preliminary studies have reported the benefits of exercise on fatigue and related variables, none have investigated the timing of the exercise program in relationship to the course of CTX. The purpose of this randomized clinical trial (RCT) is to test the effectiveness of a systematic intervention, the PRO-SELF: FATIGUE CONTROL Program that includes written fatigue and exercise teaching guides and an individually tailored exercise training program on the management of fatigue. A second purpose is to evaluate the timing of the intervention (i.e., during vs. after CTX). The third purpose is to determine if there are differences in fatigue-related variables of activity level, physical fitness, sleep disturbances and depression with and without the intervention. The Integrated Fatigue Model1 provides the framework for the proposed study. The sample will include 219 individuals with breast, colo-rectal or prostate cancers who are starting their first course of CTX. This single blind RCT involves three groups who are assessed at three major data collection points: baseline (Tl), completion of CTX (T2), and the end of the study (T3). Group 1 (EE) receives the intervention through to the completion of CTX and through to the end of study. Group 2 (CE) receives standard care through to the completion of CTX and then the intervention through to the end of the study. Group 3 (CC) receives standard care through to the completion of CTX and through to the end of the study. The sample will be stratified by cancer diagnoses. When the groups are compared at either T2 or T3, ANCOVA will be used with baseline adjusted scores of the dependent variables. Research is needed on exercise as a self-care intervention so that the frequency, intensity, duration, and timing of the exercises can be determined. The findings of this study will greatly assist in building this knowledge base.